BSDEs with a random terminal time driven by a monotone generator and their links with PDEs

摘要

In this paper, we study one-dimensional backward stochastic differential equations (BSDE) with a random terminal time driven by a monotone generator, and their links with elliptic partial differential equations, Firstly, we present the case of BSDEs driven by a strictly monotone generator, and next we consider BSDEs driven by a monotone generator.